+622.2%
GOOGL vs MAS
+230.1%
+392.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | -0.4% |
| 7D | +3.3% | +3.3% | 0.0% | +2.1% |
| 30D | -18.1% | +25.5% | -43.5% | -24.8% |
| 3M | -18.6% | +11.8% | -30.4% | -22.3% |
| 6M | -28.0% | +21.3% | -49.3% | -33.9% |
| YTD | -7.8% | +37.7% | -45.5% | -20.3% |
| 1Y | +3.6% | +41.0% | -37.4% | -11.4% |
| 3Y | +123.4% | +63.0% | +60.4% | +70.3% |
| 5Y | +95.3% | +44.1% | +51.2% | +53.8% |
| 10Y | +622.2% | +224.3% | +397.9% | +303.1% |
| All | +622.2% | +230.1% | +392.0% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling